Art as an Investment and the Underperformance of Masterpieces
Are All Currency Managers Equal?
Skin or Skim? Inside Investment and Hedge Fund Performance
Trading Costs and Informational Efficiency
There are 2 versions of this paper
Trading Costs and Informational Efficiency
Trading Costs and Informational Efficiency
Collateralizing Liquidity
Transparency and Bank Runs
There are 2 versions of this paper
Transparency and Bank Runs
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation and the Low Risk Anomaly
Dividends as Reference Points: A Behavioral Signaling Approach
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
There are 2 versions of this paper
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
Investing in the Presence of Massive Flows: The Case of MSCI Country Reclassifications
Leverage and the Beta Anomaly
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Leverage and the Beta Anomaly
The Risk Anomaly Tradeoff of Leverage
A Crisis of Banks as Liquidity Providers
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
There are 4 versions of this paper
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from Exogenous State Tax Changes
Shaping Liquidity: On the Casual Effects of Voluntary Disclosure
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
There are 3 versions of this paper
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
There are 6 versions of this paper
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
There are 7 versions of this paper
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog?
CDS Credit-Event Auctions
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CDS Auctions and Informative Biases in CDS Recovery Rates
The Maturity of Debt Issues and Predictable Variation in Bond Returns
There are 5 versions of this paper
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Do Firms Borrow at the Lowest-Cost Maturity? The Long-Term Share in Debt Issues and Predictable Variation in Bond Returns
The Maturity of Debt Issues and Predictable Variation in Bond Returns
The Maturity of Debt Issues and Predictable Variation in Bond Returns
The Maturity of Debt Issues and Predictable Variation in Bond Returns
Efficient Recapitalization
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Efficient Recapitalization
Efficient Recapitalization
Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidencefrom the Sub-Prime Crisis
The Joy of Giving or Assisted Living? Using Strategic Surveys to Separate Bequest and Precautionary Motives
Hedge Funds in M&Amp;A Deals: Is There Exploitation of Private Information?
Estimating Operational Risk for Hedge Funds: The Ω-Score
Behavioral Corporate Finance: An Updated Survey
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Behavioral Corporate Finance: An Updated Survey
Behavioral Corporate Finance: An Updated Survey
Behavioral Corporate Finance: An Updated Survey
Behavioral Corporate Finance: An Updated Survey
Covenant Violations, Loan Contracting, and Default Risk of Bank Borrowers
Does Price Fixing Benefit Corporate Managers?
Comparing the Investment Behavior of Public and Private Firms
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Comparing the Investment Behavior of Public and Private Firms
Corporate Investment and Stock Market Listing: A Puzzle?
Comparing the Investment Behavior of Public and Private Firms
Illiquidity or Credit Deterioration: A Study of Liquidity in the Us Corporate Bond Market During
Monitoring Managers: Does it Matter?
There are 5 versions of this paper
Monitoring Managers: Does it Matter?
Monitoring Managers: Does it Matter?
Monitoring Managers: Does it Matter?
Monitoring Managers: Does it Matter?
Monitoring Managers: Does it Matter?
A Rational Theory of Mutual Funds' Attention Allocation
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
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Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
A Behavioral Finance Explanation for the Success of Low Volatility Portfolios
Benchmarks as Limits to Arbitrage: Understanding the Low-Volatility Anomaly
Asset Prices and Ambiguity
Is There Skill or Alpha in Currency Investing?
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Active Currency Management Part II: Is There Skill or Alpha in Currency Investing?
Is There Skill or Alpha in Currency Investing?
The Efficient Markets Hypothesis: The Demise of the Demon of Chance?
Time-Varying Fund Manager Skill
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Time-Varying Fund Manager Skill
Time-Varying Fund Manager Skill
Time-Varying Fund Manager Skill
Time-Varying Fund Manager Skill
Stockholder and Bondholder Reactions to Revelations of Large CEO Inside Debt Holdings: An Empirical Analysis
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
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A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
A Pyrrhic Victory? - Bank Bailouts and Sovereign Credit Risk
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
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Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
Implicit Guarantees and Risk Taking: Evidence from Money Market Funds
Dissecting the Effect of Credit Supply on Trade
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
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Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
Imperfect Competition in the Interbank Market for Liquidity as a Rationale for Central Banking
Ambiguity and Overconfidence
There are 2 versions of this paper
Ambiguity and Overconfidence
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
There are 6 versions of this paper
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Limits to Arbitrage and Hedging: Evidence from Commodity Markets
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
There are 5 versions of this paper
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity
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Solving an Incomplete Markets Model with a Large Cross-Section of Agents
Equilibrium Existence and Approximation for Incomplete Market Models with Substantial Heterogeneity
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
There are 5 versions of this paper
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Do Strict Capital Requirements Raise the Cost of Capital? Banking Regulation and the Low Risk Anomaly
Does Price Fixing Benefit Corporate Managers?
Asset Pricing Frictions in Fragmented Markets
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Speed, Fragmentation, and Asset Prices
Asset Pricing Frictions in Fragmented Markets
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
There are 3 versions of this paper
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
Shaping Liquidity: On the Causal Effects of Voluntary Disclosure
As Certain as Debt and Taxes: Estimating the Tax Sensitivity of Leverage from State Tax Changes
There are 4 versions of this paper